+239.4%
XME vs RRX
+404.9%
-165.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.9% |
| 7D | -0.2% | -0.7% | +0.5% | +0.2% |
| 30D | +1.4% | -8.0% | +9.4% | +6.6% |
| 3M | +2.7% | -25.1% | +27.8% | +18.9% |
| 6M | +6.5% | -18.3% | +24.8% | +14.6% |
| YTD | +15.2% | +14.2% | +1.0% | -2.1% |
| 1Y | +43.5% | +13.0% | +30.5% | +21.1% |
| 3Y | +135.9% | +4.2% | +131.7% | +87.7% |
| 5Y | +181.5% | +17.9% | +163.6% | +93.7% |
| 10Y | +436.9% | +220.4% | +216.4% | +66.2% |
| All | +239.4% | +404.9% | -165.6% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling